We examined whether there are sex differences in the effect of vitamin supplements on birth outcomes, mortality and morbidity by 2 years of age among children born to HIV-infected women in Tanzania. A randomised placebo-controlled trial was conducted among 959 mother–infant pairs. HIV-infected pregnant women were randomly assigned to receive a daily oral dose of one of four regimens: multivitamins (vitamins B-complex, C and E), vitamin A plus β-carotene, multivitamins including vitamin A plus β-carotene or placebo. Supplements were administered during pregnancy and continued after delivery. The beneficial effect of multivitamins on decreasing the risk of low birth weight was stronger among girls (relative risks (RR) = 0·39, 95 % CI 0·22, 0·67) than among boys (RR = 0·81, 95 % CI 0·44, 1·49; P for interaction = 0·08). Maternal multivitamin supplements resulted in 32 % reduction in mortality among girls (RR = 0·68, 95 % CI 0·47, 0·97), whereas no effect was found among boys (RR = 1·20, 95 % CI 0·80, 1·78; P for interaction = 0·04). Multivitamins had beneficial effects on the overall risks of diarrhoea that did not differ by sex. Vitamin A plus β-carotene alone increased the risk of HIV transmission, but had no effects on mortality, and we found no sex differences in these effects. Sex differential effects of multivitamins on mortality may be due to sex-related differences in the immunological or genetic factors. More research is warranted to examine the effect of vitamins by sex and better understand biological mechanisms mediating such effects.